Anic Equity

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Total return since start: 0.574 %

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Equity now: -----------------------------> 48078.96 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46684.07 Kr

PnL: ---------------------------------------> -204.5 Kr

DD now: ---------------------------------> -1.133 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-17 09:05:57.316623'

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Anic Portfolio

Today

Return: 0.093 %

This Week

Return: 1.148 %

Total

Return: 57.398 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	0.600000	2929.500000	293.500000	11.130000	2636.000010
Beijer Electronics Group	26	0.820000	3182.400000	211.400000	7.120000	2971.000006
Boozt	12	3.820000	1759.200000	105.200000	6.360000	1653.999996
Corem Property Group B	59	-0.950000	680.270000	103.270000	17.900000	576.999999
Samhällsbyggnadsbo. i Norden B	20	-2.920000	445.400000	90.400000	25.460000	355.000000
FM Mattsson Mora Group B	50	0.000000	2970.000000	43.000000	1.470000	2927.000000
HMS Networks	2	-0.730000	712.000000	39.000000	5.790000	673.000000
Nordea Bank Abp	29	0.430000	3483.480000	29.480000	0.850000	3453.999992
OEM International B	7	0.770000	553.000000	25.000000	4.730000	527.999997
Intrum	4	0.260000	547.200000	20.200000	3.830000	527.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	581.700000	19.700000	3.510000	562.000005
Coor Service Management Hold.	8	0.360000	551.600000	19.600000	3.680000	532.000000
MedCap	2	0.000000	440.000000	19.000000	4.510000	421.000000
Midsona B	63	-1.240000	601.650000	18.650000	3.200000	582.999984
Samhällsbyggnadsbo. i Norden D	12	-2.930000	262.080000	16.080000	6.540000	246.000000
Karnov Group	9	0.000000	551.700000	15.700000	2.930000	536.000004
Essity A	4	0.000000	1164.000000	15.000000	1.310000	1149.000000
Resurs Holding	22	-0.040000	585.640000	11.640000	2.030000	573.999998
Eastnine	4	-0.630000	502.400000	11.400000	2.320000	491.000000
Norva24 Group	16	0.000000	553.920000	10.920000	2.010000	543.000000
AcadeMedia	12	0.550000	567.120000	10.120000	1.820000	557.000004
Essity B	2	0.100000	583.400000	9.400000	1.640000	574.000000
CTEK	13	0.000000	541.580000	7.580000	1.420000	533.999999
Handelsbanken A	5	-0.230000	548.250000	2.250000	0.410000	546.000000
Creaspac SPAC	6	0.000000	578.400000	1.400000	0.240000	577.000002
Swedbank A	3	0.130000	564.600000	0.600000	0.110000	564.000000
Securitas B	6	0.040000	570.360000	0.360000	0.060000	570.000000
SAAB B	8	-0.220000	3324.000000	-53.000000	-1.570000	3377.000000
Vivesto	1368	1.540000	558.420000	-54.580000	-8.900000	612.999432
International Petroleum Corp.	5	0.840000	539.500000	-55.070000	-9.260000	594.565215
Sampo Oyj SDB	7	-0.460000	3776.500000	-73.500000	-1.910000	3850.000000
Axfood	13	0.400000	3594.500000	-161.500000	-4.300000	3756.000001
OX2	18	-0.420000	1496.700000	-167.300000	-10.050000	1663.999992
Fasadgruppen Group	35	0.000000	3430.000000	-381.000000	-10.000000	3810.999990
Ovzon	52	-1.900000	2953.600000	-408.400000	-12.150000	3361.999992
TOTAL			46684.070000	-204.500000	-1.1329%	46888.564618

Updated:

'2023-01-17 09:06:09.568654'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.